+96.5%
JNJ vs TAP
+2.6%
+93.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +5.5% | -4.5% | +10.0% | +6.3% |
| 30D | +7.4% | +7.5% | -0.1% | +5.9% |
| 3M | +7.8% | -4.9% | +12.7% | +8.5% |
| 6M | +28.2% | -3.5% | +31.7% | +28.5% |
| YTD | +37.9% | -11.4% | +49.3% | +39.8% |
| 1Y | +52.4% | -10.8% | +63.2% | +54.3% |
| 3Y | +107.7% | -24.5% | +132.1% | +115.1% |
| 5Y | +96.5% | +2.5% | +94.1% | +94.0% |
| All | +96.5% | +2.6% | +93.9% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling